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First Investors Government B (FIGYX)
On
Dec 28
:
11.13
0.01
(0.09%)
MORE ON FIGYX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
5.73%
Worst 1 Yr Total Return
(2005)
:
1.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIGYX
Category
Alpha (against Standard Index)
0.51
0.23
Beta (against Standard Index)
0.67
0.76
Mean Annual Return
5.55
0.46
R-squared (against Standard Index)
76
64.12
Standard Deviation
3.03
3.94
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.91
N/A
5 Years
Statistic
FIGYX
Category
Alpha (against Standard Index)
-0.39
-0.23
Beta (against Standard Index)
0.67
0.78
Mean Annual Return
4.28
0.39
R-squared (against Standard Index)
79
69.48
Standard Deviation
2.67
3.41
Sharpe Ratio
0.46
N/A
Treynor Ratio
1.91
N/A
10 Years
Statistic
FIGYX
Category
Alpha (against Standard Index)
-0.75
-0.47
Beta (against Standard Index)
0.64
0.84
Mean Annual Return
4.40
0.44
R-squared (against Standard Index)
80
78.01
Standard Deviation
2.68
3.66
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.30
N/A
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